-19.9%
GGLL vs EXR
+27.0%
-46.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +6.3% | +2.7% | +3.7% | +6.0% |
| 30D | -35.1% | +18.9% | -54.0% | -37.4% |
| 3M | -37.7% | +8.4% | -46.0% | -38.1% |
| 6M | -54.1% | +14.3% | -68.4% | -55.4% |
| YTD | -29.4% | +27.2% | -56.7% | -29.3% |
| All | -19.9% | +27.0% | -46.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling